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Principal component analysis (PCA) is an essential algorithm for dimensionality reduction in many data science domains. We address the problem of performing a federated PCA on private data distributed among multiple data providers while…

Principal component analysis (PCA) is arguably the most widely used approach for large-dimensional factor analysis. While it is effective when the factors are sufficiently strong, it can be inconsistent when the factors are weak and/or the…

Methodology · Statistics 2025-08-22 Zhongyuan Lyu , Ming Yuan

Factor models are a class of powerful statistical models that have been widely used to deal with dependent measurements that arise frequently from various applications from genomics and neuroscience to economics and finance. As data are…

Methodology · Statistics 2018-08-14 Jianqing Fan , Kaizheng Wang , Yiqiao Zhong , Ziwei Zhu

In many applications, we collect independent samples from interconnected populations. These population distributions share some latent structure, so it is advantageous to jointly analyze the samples. One effective way to connect the…

Methodology · Statistics 2021-03-08 Archer Gong Zhang , Jiahua Chen

Topological Data Analysis (TDA) is a recent approach to analyze data sets from the perspective of their topological structure. Its use for time series data has been limited. In this work, a system developed for a leading provider of cloud…

Machine Learning · Computer Science 2020-09-09 Rodrigo Rivera-Castro , Aleksandr Pletnev , Polina Pilyugina , Grecia Diaz , Ivan Nazarov , Wanyi Zhu , Evgeny Burnaev

Data matrix centering is an ever-present yet under-examined aspect of data analysis. Functional data analysis (FDA) often operates with a default of centering such that the vectors in one dimension have mean zero. We find that centering…

Methodology · Statistics 2021-03-24 Jack B. Prothero , Jan Hannig , J. S. Marron

Objective: In some situations that exist both scalar and functional data, called mixed and hybrid data, the hybrid PCA (HPCA) was introduced. Among the regression models for the hybrid data, we can count covariate-adjusted HPCA, the…

Methodology · Statistics 2021-01-20 Mohammad Fayaz , Alireza Abadi , Soheila Khodakarim

A functional linear discriminant analysis approach to classify a set of kinematic data (human movement curves of individuals performing different physical activities) is performed. Kinematic data, usually collected in linear acceleration or…

Methodology · Statistics 2024-02-09 M Carmen Aguilera-Morillo , Ana M Aguilera

Functional principal component analysis is one of the most commonly employed approaches in functional and longitudinal data analysis and we extend it to analyze functional/longitudinal data observed on a general $d$-dimensional domain. The…

Methodology · Statistics 2017-09-07 Lu-Hung Chen , Ci-Ren Jiang

Modern machine learning (ML) models have grown to a scale where training them on a single machine becomes impractical. As a result, there is a growing trend to leverage federated learning (FL) techniques to train large ML models in a…

Machine Learning · Computer Science 2024-12-20 Zhanbo Feng , Yuanjie Wang , Jie Li , Fan Yang , Jiong Lou , Tiebin Mi , Robert. C. Qiu , Zhenyu Liao

Methodologies for multidimensionality reduction aim at discovering low-dimensional manifolds where data ranges. Principal Component Analysis (PCA) is very effective if data have linear structure. But fails in identifying a possible…

Numerical Analysis · Mathematics 2021-01-14 Alberto García-González , Antonio Huerta , Sergio Zlotnik , Pedro Díez

P-splines provide a flexible and computationally efficient smoothing framework and are commonly used for derivative estimation in functional data. Including an additive penalty term in P-splines has been shown to improve estimates of…

Methodology · Statistics 2026-02-24 Yueyun Zhu , Steven Golovkine , Norma Bargary , Andrew J. Simpkin

Alternative data is increasingly adapted to predict human and economic behaviour. This paper introduces a new type of alternative data by re-conceptualising the internet as a data-driven insights platform at global scale. Using data from a…

Applications · Statistics 2020-10-19 Klaus Ackermann , Simon D. Angus , Paul A. Raschky

The ability to collect and analyze large amounts of data is a growing problem within the scientific community. The growing gap between data and users calls for innovative tools that address the challenges faced by big data volume, velocity…

Databases · Computer Science 2016-08-01 Vijay Gadepally , Jeremy Kepner

Principal component analysis (PCA) is largely adopted for chemical process monitoring and numerous PCA-based systems have been developed to solve various fault detection and diagnosis problems. Since PCA-based methods assume that the…

Machine Learning · Computer Science 2017-12-13 Haitao Zhao

Researchers often have datasets measuring features $x_{ij}$ of samples, such as test scores of students. In factor analysis and PCA, these features are thought to be influenced by unobserved factors, such as skills. Can we determine how…

Statistics Theory · Mathematics 2019-09-16 Edgar Dobriban

Principal components analysis (PCA) is a classical method for the reduction of dimensionality of data in the form of n observations (or cases) of a vector with p variables. For a simple model of factor analysis type, it is proved that…

Statistics Theory · Mathematics 2009-01-29 Iain M Johnstone , Arthur Yu Lu

We introduce Adaptive Functional Principal Component Analysis, a novel method to capture directions of variation in functional data that exhibit sharp changes in smoothness. We first propose a new adaptive scatterplot smoothing technique…

Methodology · Statistics 2023-10-04 Angel Garcia de la Garza , Britton Sauerbrei , Adam Hantman , Jeff Goldsmith

We propose nonparametric methods for functional linear regression which are designed for sparse longitudinal data, where both the predictor and response are functions of a covariate such as time. Predictor and response processes have smooth…

Statistics Theory · Mathematics 2016-08-16 Fang Yao , Hans-Georg Müller , Jane-Ling Wang

Two existing approaches to functional principal components analysis (FPCA) are due to Rice and Silverman (1991) and Silverman (1996), both based on maximizing variance but introducing penalization in different ways. In this article we…

Statistics Theory · Mathematics 2008-07-31 Jianhua Z. Huang , Haipeng Shen , Andreas Buja